+63.6%
FOXA vs MSTU
-88.1%
+151.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +2.2% |
| 7D | -3.7% | -22.0% | +18.3% | -3.2% |
| 30D | +5.4% | +60.3% | -54.9% | +3.5% |
| 3M | -3.7% | -3.7% | 0.0% | -4.6% |
| 6M | +12.6% | -45.2% | +57.7% | +12.7% |
| YTD | -10.0% | -64.3% | +54.3% | -9.4% |
| 1Y | +15.0% | -94.0% | +109.1% | +22.3% |
| All | +63.6% | -88.1% | +151.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling